-100.0%
UPC vs SPY
+72.1%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +8.6% | +2.6% | +6.0% | +7.3% |
| 30D | -63.6% | -2.0% | -61.6% | -63.3% |
| 3M | -74.3% | -2.8% | -71.5% | -73.9% |
| 6M | -43.4% | +2.1% | -45.6% | -44.0% |
| YTD | -60.4% | +11.5% | -71.9% | -61.1% |
| 1Y | -59.6% | +13.5% | -73.1% | -60.4% |
| 3Y | -99.8% | +77.7% | -177.5% | -99.8% |
| All | -100.0% | +72.1% | -172.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling